In our last game, one of the investigators was killed in the Foyer by a Maniac on the Keeper Turn, so on the next Investigator Turn a new character was chosen and placed in the Start Space in the Foyer as per the rules.

Should that Investigator have to make an Immediate Horror Check for the Maniac being in the room as they appeared?

I make my players make horror checks at any time any horror check condition is met (monster spawns, monster moves into a room, player moves into a room), so as their entire action is placing the new character in the room, the second it is placed it is "live."

That's how I did 2 damage to a brand new investigator that spawned in an on-fire spot last game.

Yes, they would take a Horror check.

Thanks for the replies.

Cheers